Functions to estimate models over multiple time-series

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Description

These functions are used to estimate parameters of models over two or more sequences. Models that can be fit include the general (directional) random walk, unbiased random walk and stasis, and variants of the general random walk
in which the step variance but not the mean step is shared over sequences (opt.RW.SameVs) or the mean step but not the step variance is shared (opt.RW.SameMs).

Details

Users will generally only call fitMult, which can fit general random walks, unbiased random walks or stasis. Functions opt.RW.SameVs and opt.RW.SameMs fit a variant of the general random walk in which only the mean step (or the step variance) is shared across sequences; see Hunt (2006, p. 590) and note that only the AD method is available for these.

These functions work just as their conterparts for the analysis of single sequences; see those help functions for more detail.

Value

Varies by function, see corresponding functions for the analysis of single sequences for more information.